Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series A, Pt. 3, pp. 440--463

MODIFIED KOLMOGOROV-SMIRNOV TESTS FOR ISOTROPIC DISTRIBUTIONS IN THE PLANE

By

E. M. CABAÑA, Universidad de la República

SUMMARY.  A test of the Kolmogorov-Smirnov type for goodness to fit to isotropic distributions in the plane is proposed. The test is consistent under any alternative, and can be designed to have a good power for the discrimination of a given family of contiguous alternatives (such as changes in location, for instance). Lower estimates are provided, under very general conditions, for the asymptotic relative efficiency of the test with respect to the Likelihood Ratio Test.

AMS (1991) subject classification.  62G10, 60J65, 62G20, 60B10, 62G30.

Key words and phrases. Goodness of fit, bivariate Kolmogorov-Smirnov tests, isotropic distributions.

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This article in Mathematical Reviews.